lowkeynicc
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b552322b1e
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Revert "add check that slippage crosses bba (#548)" (#551)
This reverts commit 2cf7aa4f28.
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2025-11-06 12:55:50 -05:00 |
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lowkeynicc
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2cf7aa4f28
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add check that slippage crosses bba (#548)
* add check that slippage crosses bba
* fix tests
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2025-11-05 18:03:59 -05:00 |
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Nick Caradonna
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a70ebb26f8
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replace MMOracleData again
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2025-10-29 18:24:25 -04:00 |
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Nick Caradonna
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748f130101
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use mmOracleData
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2025-10-29 18:14:13 -04:00 |
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Nick Caradonna
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94d9e0b627
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use mmOracleData for auctionParams calc
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2025-10-29 18:06:29 -04:00 |
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Nick Caradonna
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1c1ac678b6
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adjust spreadBaseSlippage
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2025-10-27 11:45:48 -04:00 |
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Nick Caradonna
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1a5cf3bd95
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bump sizeAdjustedSlippage for majors
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2025-10-23 12:36:54 -04:00 |
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wphan
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a314b5f1f8
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add direction aware adjustments
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2025-10-22 23:50:24 -07:00 |
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wphan
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279c41d52c
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apply offset to prices
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2025-10-22 17:14:11 -07:00 |
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wphan
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d6097b974b
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Merge pull request #537 from drift-labs/wphan/auc-params-v2
Wphan/auc params v2
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2025-10-22 13:48:23 -07:00 |
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wphan
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2426720fbc
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prettify
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2025-10-22 13:48:05 -07:00 |
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Nick Caradonna
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b4a0675a0e
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use MMOracleData to check vamm staleness
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2025-10-22 12:31:55 -04:00 |
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Nick Caradonna
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60b7fab7bc
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add oracle price to calculateSpreadBidAskMark
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2025-10-22 12:27:00 -04:00 |
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wphan
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3d4cf24296
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add auction anchoring in v2
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2025-10-21 16:33:30 -07:00 |
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wphan
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030c9f889d
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add athena query for recent fill premium/discounts
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2025-10-20 18:32:04 -07:00 |
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wphan
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f99253a4c1
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cap dynamic slippage when book crosses
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2025-10-16 10:58:40 -07:00 |
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Jack Waller
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73278e02ea
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chore: update to only look at majors
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2025-10-16 11:31:50 +11:00 |
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Jack Waller
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7592af3202
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chore: add logging to group aggregation
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2025-10-16 11:08:53 +11:00 |
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Nick Caradonna
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4ce49fe55d
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loosen dynamic slippage
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2025-10-14 10:36:17 -04:00 |
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Jack Waller
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f73cdbec8f
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chore: default to grouped
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2025-10-14 08:51:46 +11:00 |
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Jack Waller
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f7497c7038
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chore: add grouping to reg orderbook channel
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2025-09-29 09:36:21 +10:00 |
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Nick Caradonna
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b7690d03ba
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add ASTER to mid major slippage grouping
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2025-09-24 10:35:48 -04:00 |
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lowkeynicc
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ebad837882
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add mid major setting for dynamic slippage (#510)
* add mid major setting for dynamic slippage
* fix typo
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2025-09-18 14:50:46 -04:00 |
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Jack Waller
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0925a5a4fd
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chore: awaiting latest common
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2025-09-16 11:05:39 +10:00 |
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Nick Caradonna
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856d542d82
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bump min slippage
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2025-09-10 22:22:16 -04:00 |
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Nick Caradonna
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e8b4b82ad3
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lower dynamic slippage presets for majors
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2025-09-10 14:51:23 -04:00 |
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Nick Caradonna
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5e3e64067f
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fix unsettled pnl publisher script bug
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2025-09-05 12:57:34 -04:00 |
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wphan
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15a5deae61
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loosen slot rate check
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2025-09-04 13:04:03 -07:00 |
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wphan
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87a7d03d8f
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revert ws account subscriber
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2025-09-04 13:01:26 -07:00 |
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wphan
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ea01d1b59e
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fix build
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2025-09-04 11:12:53 -07:00 |
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wphan
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920a482328
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use v2 drift client subscriber
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2025-09-04 11:03:52 -07:00 |
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Nour Alharithi
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de29c40262
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include latest slot in get vamm l2 generator and in calcualteBidAskPrice
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2025-08-21 10:20:46 -07:00 |
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Nour Alharithi
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f6fc7ede42
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update sdk to use mm oracle
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2025-08-18 09:27:00 -07:00 |
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Lukas deConantsesznak
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3e00277ee5
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feat: use ws v2 subscriber for oracles
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2025-08-13 13:45:28 -06:00 |
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Nick Caradonna
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cb9d4a142a
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add markPrice to response
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2025-08-07 15:24:37 -04:00 |
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lowkeynicc
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7f679d826d
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impl max leverage to endpoint (#488)
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2025-08-06 15:58:48 -04:00 |
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Nour Alharithi
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bf5ae62aef
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add mm oracle data as separate response
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2025-08-05 10:03:17 -07:00 |
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Nour Alharithi
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22d8270ab1
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prettify + use getMMOracleData for dlob oracle data
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2025-08-04 16:21:36 -07:00 |
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Nick Caradonna
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b47335476f
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fix slippage tolerance change
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2025-08-04 19:13:20 -04:00 |
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lowkeynicc
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af6038add6
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Merge pull request #481 from drift-labs/nick/last-param-endpoint-touches
auctionParams: make slippage tolerance in decimal form, fix dynamic slippage calc
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2025-08-04 14:21:11 -04:00 |
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Nick Caradonna
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862b2ff43b
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make slippage tolerance in decimal form, fix dynamic slippage calc
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2025-08-04 14:02:34 -04:00 |
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Lukas deConantsesznak
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1c165dd11a
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feat: handle case where TOB is empty for bids or asks for TOB checker
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2025-08-03 10:40:50 -06:00 |
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Lukas deConantsesznak
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6caec8e8e1
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refactor: TOB check uses user+orderId instead of prices
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2025-08-01 16:00:23 -06:00 |
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Lukas deConantsesznak
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9df6c84abd
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feat: TOB monitoring logic
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2025-08-01 14:55:53 -06:00 |
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Nick Caradonna
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5d4651e1a1
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use env var for both orderbook update intervals
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2025-07-31 17:48:29 -04:00 |
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Lukas deConantsesznak
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9f27a7db90
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fix: perp market acct subscriber prop wrong name drift client
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2025-07-30 22:48:25 -06:00 |
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Nick Caradonna
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3f04ab0723
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lower to once per slot and lower long tail slippage
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2025-07-30 19:59:53 -04:00 |
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Nick Caradonna
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f234ad208a
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speed up dlob publisher messages
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2025-07-30 19:59:38 -04:00 |
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Lukas deConantsesznak
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3179eea5f0
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feat: use new ws v2 subscriber
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2025-07-30 12:57:09 -06:00 |
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Nour Alharithi
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f813c4e973
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remove IClient references
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2025-07-29 15:56:51 -07:00 |
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